Anic Equity¶

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Total return since start: 0.623 %¶

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Equity now: -----------------------------> 49577.29 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43535.52 Kr¶

PnL: ---------------------------------------> -1340.06 Kr¶

DD now: ---------------------------------> -6.67 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 10:00:05.453965'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: -2.313 %¶

Total portfolio value¶

Return including deposits: 62.303 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 3.360000 1476.950000 53.950000 3.790000 1423.000014
Hennes & Mauritz B 6 -0.620000 919.320000 7.320000 0.800000 912.000000
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.550000 660.000000 3.000000 0.460000 657.000000
ASSA ABLOY B 4 -0.040000 988.400000 -4.600000 -0.460000 993.000000
Biotage 1 -2.820000 138.000000 -11.000000 -7.380000 149.000000
OX2 12 -0.990000 897.600000 -11.400000 -1.250000 909.000000
JM 7 -0.450000 935.900000 -14.100000 -1.480000 950.000002
Atrium Ljungberg B 5 -0.560000 889.000000 -15.000000 -1.660000 904.000000
AcadeMedia 20 -0.780000 962.400000 -15.600000 -1.600000 978.000000
Gränges 10 0.390000 1022.000000 -17.000000 -1.640000 1039.000000
Bufab 3 -0.340000 1056.000000 -20.000000 -1.860000 1076.000001
BioGaia B 8 0.270000 882.400000 -21.600000 -2.390000 904.000000
Investor B 3 -0.330000 635.550000 -22.450000 -3.410000 657.999999
Vitrolife 3 -0.550000 653.400000 -23.600000 -3.490000 677.000001
Latour B 4 -1.930000 831.600000 -24.400000 -2.850000 856.000000
SKF B 5 0.660000 954.750000 -25.250000 -2.580000 980.000000
Addnode Group B 7 -0.950000 879.200000 -25.800000 -2.850000 904.999998
Vitec Software Group B 2 -2.440000 1078.000000 -26.000000 -2.360000 1104.000000
Sandvik 4 0.340000 821.200000 -26.800000 -3.160000 848.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Byggmax Group 33 -0.490000 931.260000 -35.740000 -3.700000 966.999990
Sagax B 4 -2.630000 845.200000 -39.800000 -4.500000 885.000000
Hoist Finance 36 -0.190000 970.200000 -40.800000 -4.040000 1010.999988
Alimak Group 12 -0.620000 966.000000 -41.000000 -4.070000 1007.000004
HEXPOL B 8 -2.970000 913.600000 -43.400000 -4.540000 957.000000
Hexatronic Group 15 -1.640000 1027.500000 -43.500000 -4.060000 1071.000000
Sagax A 4 -3.670000 840.000000 -46.000000 -5.190000 886.000000
INVISIO 15 -0.840000 3525.000000 -47.000000 -1.320000 3571.999995
EQT 4 -2.730000 826.000000 -47.000000 -5.380000 873.000000
Orrön Energy 170 -2.850000 1995.800000 -50.200000 -2.450000 2045.999980
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
Catena 2 -1.160000 747.600000 -58.400000 -7.250000 806.000000
Hexagon B 26 -0.770000 3357.900000 -62.100000 -1.820000 3420.000012
VEF 788 -0.610000 1801.370000 -101.630000 -5.340000 1903.000300
Sedana Medical 93 2.030000 2617.020000 -366.560000 -12.290000 2983.577733
TOTAL 43535.520000 -1340.060000 -6.66987% 44875.578016

Updated:¶

'2023-06-21 10:00:22.447922'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶